Wearing wigs are haram for another reason:
An Ansari girl was married and she became sick and all her hair fell out. Intending to provide her with false hair, they asked the Prophet (saws) who said:
"Allah has cursed the lady who artificially lengthens (her or someone else's) hair, and also the one who gets her hair lengthened." Sahih Al-Bukhari Hadith 7.817, narrated by Aisha.
About your question:
When Mu`awiyah came to Al-Madinah, he delivered a sermon to us and get out a ball of hair and said:
“I thought that no one wear this except the Jews.” When the news of this act was conveyed to the Messenger of Allah, he called it, “falsehood” Narrated in Saheeh Bukhari and Muslim. Narrated by Sa`id ibn Al-Musayyib in Muslim.
Thus the Jews use to wear wigs and it is imitating the Kuffar.
Source:Startastro Blogspot